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WINNING

Shipping Freight Cycle

Global shipping cycle: container/bulk shippers + freight ETFs

Shipping / Freight Cycle

3Y
Total Return
+29.0%
3Y
Sharpe Ratio
0.39
3Y
Max Drawdown
-20.2%
3Y
Win Rate
51.1%
3Y
Alpha
-14.2%
3Y
Comp. Score *
0.10
Risk Parameters
Max Allocation5.7%
Stop Loss30.3%
Take Profit15.0%
Max DD Tolerance20.2%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry RuleBuy on golden cross (SMA50 > SMA200). These are CYCLE trades — timing matters.
TimingSAFE TO BUY. *
ScalingEnter 30% at signal, add 30% on confirmation, hold 40% for cycle peak.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
SEA BUY 20% 25.6% below entry 12.6% above entry 6.8% TVYH
CHRW BUY 36% 40.0% below entry 22.6% above entry 3.8% TVYH
EXPD BUY 28% 35.5% below entry 17.5% above entry 4.9% TVYH
GNK BUY 34% 40.0% below entry 21.6% above entry 4.0% TVYH
ZIM BUY 68% 40.0% below entry 43.0% above entry 2.0% TVYH
EGLE BUY 12% 15.2% below entry 7.5% above entry 11.4% TVYH
SBLK BUY 34% 40.0% below entry 21.3% above entry 4.0% TVYH
MATX BUY 41% 40.0% below entry 25.5% above entry 3.3% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -30% drawdown to return 56% long-term. - Exit rule: Exit when newbuild orders surge past 15% of fleet.

Avg 5Y Return
39.5%
Avg 5Y Sharpe
0.17
10Y Return
56.1%
10Y Sharpe
0.11
HODL Composite
0.17
Consistency
57%
Suitable for passive
No